Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/9965#discussion_r45916644
--- Diff: docs/ml-features.md ---
@@ -1949,3 +1949,52 @@ output.select("features", "label").show()
{% endhighlight %}
</div>
</div>
+
+## ChiSqSelector
+
+`ChiSqSelector` stands for Chi-Squared feature selection. It operates on
labeled data with
+categorical features. ChiSqSelector orders features based on a
+[Chi-Squared test of
independence](https://en.wikipedia.org/wiki/Chi-squared_test)
+from the class, and then filters (selects) the top features which the
class label depends on the
+most. This is akin to yielding the features with the most predictive power.
+
+**Examples**
+
+Assume that we have a DataFrame with the columns `id`, `features`, and
`clicked`:
--- End diff --
Explain what "clicked" means just to be clear
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